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Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt
Schwaar, Christian - 1999
Persistent link: https://www.econbiz.de/10001353301
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Regimewechselmodelle : mit einer empirischen Untersuchung von Wechselkursen im Europäischen Währungssystem
Knüpling, Frieder - 1999
Persistent link: https://www.econbiz.de/10001399040
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Multiple equilibria in German employment : a note on the simultaneous identification of structural breaks
Belke, Ansgar; Göcke, Matthias - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 171-187). 2005
Persistent link: https://www.econbiz.de/10003345133
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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Analysis of the German term structure with robust cointegration methods
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001596537
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Spread corrigé des risques et dynamique du taux d'intérêt à long terme : une application aux marchés allemand, américain et italien
Paladino, Giovanna; Salsecci, Gianluca - In: Economie & prévision : EP (1999) 4/5, pp. 45-62
Persistent link: https://www.econbiz.de/10001490913
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Power prices : a regime-switching spot/forward price model with Kim filter estimation
Blöchlinger, Lea - 2008
Persistent link: https://www.econbiz.de/10003756235
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Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", December 2003
Mittnik, Stefan; Zadrozny, Peter A. - 2004
The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...
Persistent link: https://www.econbiz.de/10011449243
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Forecasting quaterly German GDP at mothly intervals using monthly ifo business conditions data
Mittnik, Stefan; Zadrozny, Peter A. - In: Ifo survey data in business cycle and monetary policy …, (pp. 19-48). 2004
Persistent link: https://www.econbiz.de/10002391298